+67.9%
PPL vs PPG
+53.9%
+14.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -0.4% | +0.7% | -1.1% | -0.6% |
| 30D | +2.6% | +17.6% | -14.9% | -2.8% |
| 3M | +0.8% | +7.5% | -6.7% | -1.8% |
| 6M | +1.4% | +17.6% | -16.2% | -4.5% |
| YTD | +4.3% | +22.6% | -18.3% | -4.3% |
| 1Y | +0.8% | +28.0% | -27.2% | -9.1% |
| 3Y | +57.9% | +1.8% | +56.1% | +51.9% |
| 5Y | +48.3% | -15.5% | +63.8% | +49.9% |
| All | +67.9% | +53.9% | +14.0% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling